+842.3%
EEM vs DHI
+1,622.5%
-780.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | -3.4% | +2.2% | -0.3% |
| 30D | +2.1% | -5.4% | +7.5% | +3.6% |
| 3M | +1.0% | -10.4% | +11.5% | +3.8% |
| 6M | +15.9% | -2.8% | +18.7% | +16.0% |
| YTD | +24.6% | -3.4% | +28.1% | +24.5% |
| 1Y | +32.3% | -22.9% | +55.2% | +40.4% |
| 3Y | +85.9% | +20.7% | +65.2% | +66.2% |
| 5Y | +45.4% | +62.1% | -16.8% | +14.8% |
| 10Y | +130.1% | +410.4% | -280.3% | +17.3% |
| All | +842.3% | +1,622.5% | -780.2% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling